Search Results - subject:"Linear Model"

Intercept estimation in nonlinear selection models

Arulampalam, Wiji; Corradi, Valentina; Gutknecht, Daniel - 2024

Persistent link: https://www.econbiz.de/10015374576

Do exchange rate changes improve the trade balance in GCC countries : evidence from nonlinear panel cointegration

Barkat, Karim; Jarallah, Shaif; Alsamara, Mouyad - 2024

Persistent link: https://www.econbiz.de/10015376706

Revisiting the relationship between oil price and food prices in the US : evidence from threshold cointegration with asymmetric adjustment

Hamouda, Abderrazek Ben - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 2, pp. 27-36

Persistent link: https://www.econbiz.de/10014495491

A generalized linear model and machine learning approach for predicting the frequency and severity of cargo insurance in Thailand's border trade context

Praiya Panjee; Sataporn Amornsawadwatana - In: Risks : open access journal 12 (2024) 2, pp. 1-33

magnitudes compared to gradient boosting machines (GBMs) and a generalized linear model (Poisson). Conversely, the generalized … linear model (Poisson) showcases the best RMSE values, indicating tighter clustering and smaller error magnitudes, despite a … accuracy. However, it exhibits a higher RMSE, indicating wider error dispersion compared to a generalized linear model (Gamma …

Persistent link: https://www.econbiz.de/10014497395

Small area poverty estimation by Conditional Monte Carlo

Farrell, Niall - 2024

Small area poverty estimates are important for social and economic policy, however the required data are often unavailable. This paper presents a Small Area Estimation (SAE) technique called Conditional Monte Carlo (CMC). CMC provides robust estimates of small area poverty rates, subject to...

Persistent link: https://www.econbiz.de/10014500422

Nonlinear dynamics of Kimchi premium

Seo, Myung Hwan; Koo, Bonsoo; Yang, Yangzhuoran Fin - In: Economic modelling 135 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014549082

Monetary policy across inflation regimes

Gargiulo, Valeria; Matthes, Christian; Petrova, Katerina - 2024

Does the effect of monetary policy depend on the prevailing level of inflation? In order to answer this question, we construct a parsimonious nonlinear time series model that allows for inflation regimes. We find that the effects of monetary policy are markedly different when year-over-year...

Persistent link: https://www.econbiz.de/10014464407

Estimation of empirical models for margins of exports with unknown nonlinear functional forms : a Kernel-Regularized Least Squares (KRLS) approach

Wagner, Joachim - 2024 - This version: January 17, 2024

Empirical models for intensive or extensive margins of trade that relate measures of exports to firm characteristics are usually estimated by variants of (generalized) linear models. Usually, the firm characteristics that explain these export margins enter the empirical model in linear form,...

Persistent link: https://www.econbiz.de/10014464962

Trends and new elements in urban hierarchy research : the Greek paradigm

Lemonakis, Christos; Alexopoulos, Georgios; … - In: The annals of regional science : an international … 72 (2024) 2, pp. 335-354

Persistent link: https://www.econbiz.de/10014558605

Nonlinear effects of bank regulation stringency on bank lending in selected sub-Saharan African countries

Thamae, Retselisitsoe I.; Odhiambo, Nicholas M. - In: International journal of emerging markets 19 (2024) 5, pp. 1219-1237

Persistent link: https://www.econbiz.de/10014560247